Working Papers

From University of Pretoria, Department of Economics
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201016: Valuation Ratios and Stock Price Predictability in South Africa: Is it there?

Rangan Gupta and Mampho Modise

201015: The impact of the international economic crisis on child poverty in South Africa

Margaret Chitiga, Bernard Decaluwe, Ramos Mabugu, Hélène Maisonnave, Veronique Robichaud, Debra Shepherd, Servaas van der Berg and Dieter von Fintel

201014: Financial Development and Economic Growth in Latin America: Schumpeter is Right!

Manoel Bittencourt

201013: THE USE OF A MARSHALLIAN MACROECONOMIC MODEL FOR POLICY EVALUATION: CASE OF SOUTH AFRICA

Jacques Kibabmbe and Arnold Zellner

201012: The Impact of the Global Economic Crisis on Sub-National Government – Lessons from the Free State Province in South Africa

Hélène Maisonnave, Jugal Mahabir, Ramos Mabugu and Margaret Chitiga

201011: Inflation and Economic Growth in Latin America: Some Panel Time-Series Evidence

Manoel Bittencourt

201010: Role of Governance in Explaining Domestic Investment in Nigeria

Olusegun Akanbi

201009: Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics

Rangan Gupta, Marius Jurgilas, Stephen Miller and Dylan van Wyk

201008: An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa

Mehmet Balcilar, Rangan Gupta and Zahra Shah

201007: Forecasting Monetary Rules in South Africa

Ruthira Naraidoo and Ivan Paya

201006: Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank

Ruthira Naraidoo and Ndahiriwe Kasai

201005: Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy

Ruthira Naraidoo and Leroi Raputsoane

201004: Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa

Ruthira Naraidoo and Leroi Raputsoane

201003: Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax

Reyno Seymore, Margaret Mabugu and Jan Van Heerden

201002: Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa

Rangan Gupta and Josine Uwilingiye

201001: Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting

Rangan Gupta and Cobus Vermeulen

200931: Social Ingredients and Conditional Convergence in the Study of Sectoral Growth

Jacques Kibabmbe, Renee van Eyden and Charlotte du Toit

200930: Modelling the impact of automatic fiscal stabilisers on output stabilisation in South Africa

Jacques Kibabmbe and Nicolaas Schoeman

200929: Do Neighbors of Host Countries Matter to Aggregate US FDI Outflows?

Francis Kemegue

200928: Pattern of Interdependence of Aggregate FDI from the Same Source Country

Francis Kemegue

200927: Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals

Rangan Gupta, Alain Kabundi and Stephen Miller

200926: Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?

Rangan Gupta, Christian Tipoy and Sonali Das

200925: Has the SARB Become More Effective Post Inflation Targeting?

Rangan Gupta, Alain Kabundi and Mampho Modise

200924: An Analysis of the Inward Cross-border Mergers and Acquisitions in the UK: A Macroeconomic Perspective

Agyenim Boateng, Ruthira Naraidoo and Moshfique Uddin

200923: Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment

Costas Milas and Ruthira Naraidoo

200922: Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests

Sonali Das, Rangan Gupta and Patrick Kaya

200921: Polarisation, Populism and Hyperinflation[s]: Some Evidence from Latin America

Manoel Bittencourt

200920: THE IMPACT OF AN ELECTRICITY GENERATION TAX ON THE SOUTH AFRICAN ECONOMY

Reyno Seymore, Philip Adams, Margaret Mabugu, Jan Van Heerden and James Blignaut

200919: THE COMPETITIVENESS IMPACT OF A MULTILATERAL ELECTRICITY GENERATION TAX

Reyno Seymore, Margaret Mabugu and Jan Van Heerden

200918: Is Water Shedding Next?

James Blignaut and Jan Van Heerden

200917: Inflation and the Household: Towards a Measurement of the Welfare Costs of Inflation

Steven Koch and Adel Bosch

200916: Equity in Private Health Insurance Coverage in South Africa: 2002-2007

Steven Koch

200915: Some Benefits of Reducing Inflation in South Africa

Rangan Gupta and Josine Uwilingiye

200914: Vicious and virtuous circles--The political economy of unemployment

A. Patrick Minford and Ruthira Naraidoo

200913: Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model

Rangan Gupta, Marius Jurgilas, Alain Kabundi and Stephen Miller

200912: Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States

Rangan Gupta, Alain Kabundi and Stephen Miller

200911: THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH

Rangan Gupta, Alain Kabundi and Emmanuel Ziramba

200910: The Economic Rationale for Agricultural Regeneration and Rural Infrastructure Investment in South Africa

Ng Meyer, Marthinus Breitenbach, Ti TI Fényes and A Jooste

200909: Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?

Rangan Gupta and Emmanuel Ziramba

200908: The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market

Rangan Gupta and Stephen Miller

200907: FORECASTING REAL US HOUSE PRICE: PRINCIPAL COMPONENTS VERSUS BAYESIAN REGRESSIONS

Rangan Gupta and Alain Kabundi

200906: COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING

Rangan Gupta and Josine Uwilingiye

200905: THE EFFECT OF MONETARY POLICY ON REAL HOUSE PRICE GROWTH IN SOUTH AFRICA: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH

Rangan Gupta, Marius Jurgilas and Alain Kabundi

200904: Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule

Ruthira Naraidoo and Rangan Gupta

200903: THE EFFECT OF MONETARY POLICY ON HOUSE PRICE INFLATION: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH

Rangan Gupta and Alain Kabundi

200902: THE BLESSING OF DIMENSIONALITY IN FORECASTING REAL HOUSE PRICE GROWTH IN THE NINE CENSUS DIVISIONS OF THE US

Sonali Das, Rangan Gupta and Alain Kabundi

200901: “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix

Rangan Gupta and Stephen Miller

200837: Who would eat more with a Food Voucher Programme in South Africa?

Jan Van Heerden

200836: On the Real Exchange Rate Effects of Higher Electricity Prices in South Africa

Jan Van Heerden, James Blignaut and Andre Jordaan

200835: Child Mortality in Eastern and Southern Africa

Sudhanshu Handa, Steven Koch and Shu Wen Ng